If as indicated on your layout you are using a bridge rectifier unless you are building a bi polar supply the load and filter capacitors connect from the + to the -. The mid point should not be connected to the ground as it will short the two diodes that connect to the - output of the bridge across the transformer winding . If you are building a bi polar supply with two filter capacitors the common point of the caps returns to the mid point of the transformer . The loads then are connected from the + or - to the common point of the filter capacitors and the transformer mid point. Show us a schematic of your power supply as built and we can check this Terry